CTA strategy application for vn.py quant trading framework.
Project description
vn.py框架的CTA策略模块
说明
针对单标的CTA类量化策略设计的应用模块,用于实现CTA策略从代码开发、历史回测、参数优化到自动交易的全流程业务功能。
安装
安装需要基于2.6.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_ctastrategy
下载解压后在cmd中运行
python setup.py install
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